Pawel Lewicki

J.P. Morgan Chase Securities Inc.

270 Park Avenue

New York, NY 10027

United States

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Scholarly Papers (1)

1.

Pricing Interest Rate Contingent Claims in Markets with Uncertain Volatility

Posted: 03 Nov 1998
Pawel Lewicki and Marco Avellaneda
J.P. Morgan Chase Securities Inc. and New York University (NYU) - Courant Institute of Mathematical Sciences

Abstract:

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